相关论文: SeqFusion: Sequential Fusion of Pre-Trained Models…

The vast majority of time-series forecasting approaches require a substantial training dataset. However, many real-life forecasting applications have very little initial observations, sometimes just 40 or fewer. Thus, the applicability of…

Spatio-temporal sequence forecasting is one of the fundamental tasks in spatio-temporal data mining. It facilitates many real world applications such as precipitation nowcasting, citywide crowd flow prediction and air pollution forecasting.…

Foundation models for zero-shot time series forecasting face challenges in efficient long-horizon prediction and reproducibility, with existing synthetic-only approaches underperforming on challenging benchmarks. This paper presents…

Data generation-based zero-shot learning, although effective in training Small Task-specific Models (STMs) via synthetic datasets generated by Pre-trained Language Models (PLMs), is often limited by the low quality of such synthetic…

Time series foundation models (TSFMs) have become increasingly popular for zero-shot forecasting. However, for a new time series domain not fully covered by the pretraining set, performance can suffer. Therefore, when a practitioner cares…

Accurate forecasting of sequential data streams is a cornerstone of modern Web services, supporting applications such as traffic management, user behavior modeling, and online anomaly prevention. However, in many Web environments, new…

Model fusion is becoming a crucial component in the context of model-as-a-service scenarios, enabling the delivery of high-quality model services to local users. However, this approach introduces privacy risks and imposes certain…

Time series forecasting presents significant challenges due to the complex temporal dependencies at multiple time scales. This paper introduces ScatterFusion, a novel framework that synergistically integrates scattering transforms with…

Process Model Forecasting (PMF) aims to predict how the control-flow structure of a process evolves over time by modeling the temporal dynamics of directly-follows (DF) relations, complementing predictive process monitoring that focuses on…

Financial time series forecasting is central to trading, portfolio optimization, and risk management, yet it remains challenging due to noisy, non-stationary, and heterogeneous data. Recent advances in time series foundation models (TSFMs),…

Time-series forecasting plays a critical role in many real-world applications. Although increasingly powerful models have been developed and achieved superior results on benchmark datasets, through a fine-grained sample-level inspection, we…

We present TimeFound, an encoder-decoder transformer-based time series foundation model for out-of-the-box zero-shot forecasting. To handle time series data from various domains, TimeFound employs a multi-resolution patching strategy to…

Inspired by recent advances in large language models, foundation models have been developed for zero-shot time series forecasting, enabling prediction on datasets unseen during pretraining. These large-scale models, trained on vast…

In this paper, we introduce TimeGPT, the first foundation model for time series, capable of generating accurate predictions for diverse datasets not seen during training. We evaluate our pre-trained model against established statistical,…

Future deep learning systems call for techniques that can deal with the evolving nature of temporal data and scarcity of annotations when new problems occur. As a step towards this goal, we present FUSION (Few-shot UnSupervIsed cONtinual…

Sequence-to-sequence (Seq2Seq) models with attention have excelled at tasks which involve generating natural language sentences such as machine translation, image captioning and speech recognition. Performance has further been improved by…

Time series forecasting is widely used in business intelligence, e.g., forecast stock market price, sales, and help the analysis of data trend. Most time series of interest are macroscopic time series that are aggregated from microscopic…

This study investigates zero-shot forecasting capabilities of Time Series Foundation Models (TSFMs) for macroeconomic indicators. We apply TSFMs to forecasting economic indicators under univariate conditions, bypassing the need for train…

Large pre-trained models excel in zero/few-shot learning for language and vision tasks but face challenges in multivariate time series (TS) forecasting due to diverse data characteristics. Consequently, recent research efforts have focused…

Time series foundation models have recently gained a lot of attention due to their ability to model complex time series data encompassing different domains including traffic, energy, and weather. Although they exhibit strong average…